OLSInfluence.sigma2_not_obsi() [source]
(cached attribute) error variance for all LOOO regressions
This is ‘mse_resid’ from each auxiliary regression.
uses results from leave-one-observation-out loop
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.outliers_influence.OLSInfluence.sigma2_not_obsi.html